Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands

- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter

doc/dynare.texi

@@ -6954,6 +6954,12 @@ more details.
 @item filter_decomposition
 @xref{filter_decomposition}.
 
+@item diffuse_filter = @var{INTEGER}
+@xref{diffuse_filter}.
+
+@item diffuse_kalman_tol = @var{DOUBLE}
+@xref{diffuse_kalman_tol}.
+
 @end table
 
 @end deffn

matlab/evaluate_smoother.m

@@ -51,6 +51,9 @@ global options_ M_ bayestopt_ oo_ estim_params_   % estim_params_ may be emty
 
 persistent dataset_ dataset_info
 
+%store qz_criterium
+qz_criterium_old=options_.qz_criterium;
+
 if ischar(parameters) && strcmp(parameters,'calibration')
     options_.smoother=1;
 end
@@ -100,4 +103,7 @@ end
 
 if nargout==2
    Smoothed_variables_declaration_order_deviation_form=atT(oo_.dr.inv_order_var(bayestopt_.smoother_var_list),:);
-end
+end
+
+%reset qz_criterium
+options_.qz_criterium=qz_criterium_old;

preprocessor/DynareBison.yy

@@ -2577,6 +2577,8 @@ calib_smoother_option : o_filtered_vars
                       | o_loglinear
                       | o_first_obs
                       | o_filter_decomposition
+                      | o_diffuse_kalman_tol
+                      | o_diffuse_filter
                       ;
 
 extended_path : EXTENDED_PATH ';'

tests/fs2000/fs2000_calib.mod

@@ -70,3 +70,6 @@ varobs gp_obs gy_obs;
 
 calib_smoother(datafile=fsdat_simul, filtered_vars, filter_step_ahead = [3:4]) m P c e W R k d n l y dA;
 
+%run calibrated diffuse filter
+bayestopt_=[];
+calib_smoother(diffuse_filter,datafile=fsdat_simul, filtered_vars, filter_step_ahead = [3:4]) m P c e W R k d n l y dA;